We discuss the cellular automata approach and its extensions, the lattice Boltzmann and multiparticle methods. The potential of these techniques is demonstrated in the case of modeling complex systems. In particular , we consider applications taken from various elds of physics, such as reaction-diiusion systems, pattern formation phenomena, uid ows,… (More)
We present a simple cellular automata model of traffic in urban environments in which road junctions are implemented as rotaries. We study its generic properties and compare the numerical simulations with analytical results. We show that the dynamics is well described in terms of the queues that form at the crossings. We apply our model to the case of the… (More)
Road traffic microsimulations based on the individual motion of all vehicles are now recognized as an important tool to describe, understand and manage road traffic. Cellular automata models are a very efficient way to implement car motion. This paper presents a detailed description of a parallel cellular automata traffic microsimulator. We discuss the data… (More)
We present a parallel library which can be used for any lattice gas (LG) application. A highly reusable implementation, as well as a general parallelization scheme based on graph partitioning techniques are developed. We show that the performance we obtain with our approach compares favorably with the plain, classical implementation of LG models on regular… (More)
We present a parallel library which can be used for any lattice gas (LG) application. A highly reusable implementation, as well as a general parallelization scheme, based on a graph partitioning technique are developed. We show that the performance we obtain with our approach compares favorably with the plain, classical implementation of LG models on… (More)
The so-called lattice Boltzmann method is used to implement a numerical model for erosion, transport and deposition of sediment due to the action of a streaming uid. This approach is applied to describe the formation of a scour under a submarine pipe. Both static and dynamic properties of the process are well reproduced by our computer simulations.
Financial markets witness high levels of activity at certain times, but remain calm at others. This makes the flow of physical time discontinuous. Therefore using physical time scales for studying financial time series, runs the risk of missing important activities. An alternative approach is the use of an event-based time that captures periodic activities… (More)
In this paper, we use an agent-based approach to model the trading activity in the Foreign Exchange (FX) market which is the most liquid financial market in the world. We focus on performing a systematic exploration of the market's constituent elements and their impact on the dynamics of the market behaviour. In particular, our study explores and identifies… (More)